Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications


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Author:  Blum, Benedikt

Results 1-10 of 10 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Blum, Benedikt Superreplication and No-Arbitrage in Multiasset Models with Transaction CostsPräsentation Presentation2010
2Blum, Benedikt No-Arbitrage and Transaction Costs in Continuous Multiasset ModelsPräsentation Presentation2010
3Blum, Benedikt The Fundamental Theorem of Asset Pricing on Multiasset Models with Small Proportional Transaction CostsPräsentation Presentation2010
4Blum, Benedikt Superreplication and No-Arbitrage in Multiasset Models with Transaction CostsPräsentation Presentation2010
5Blum, Benedikt The Facelifting Theorem for Proportional Transaction Costs in Multi-Asset ModelsPräsentation Presentation2009
6Blum, Benedikt The Facelifting Theorem in Exponential Lévy ModelsPräsentation Presentation2008
7Blum, Benedikt No-arbitrage and consistent price systems for discontinuous processesPräsentation Presentation2008
8Blum, Benedikt Deterministische Bewertung von Optionen in exponentiellen Lévy-ModellenPräsentation Presentation2007
9Blum, Benedikt No-Arbitrage under Transaction CostsPräsentation Presentation2007
10Blum, Benedikt Deterministische Bewertung von Optionen in exponentiellenPräsentation Presentation2007